+192.9%
XOM vs AKAM
+103.9%
+89.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | +1.5% | +2.6% | +3.9% |
| 30D | +4.6% | -13.0% | +17.6% | +6.1% |
| 3M | +14.0% | -19.4% | +33.3% | +16.2% |
| 6M | +11.0% | +0.3% | +10.7% | +8.7% |
| YTD | +40.7% | +22.4% | +18.3% | +33.3% |
| 1Y | +52.3% | +34.8% | +17.5% | +41.8% |
| 3Y | +60.5% | +1.9% | +58.5% | +52.9% |
| 5Y | +266.4% | -4.6% | +271.0% | +248.1% |
| All | +192.9% | +103.9% | +89.0% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling